Mai-
Tony Lachenbruch pointed out to me that you could have been asking
about a paired data problem. I don't really understand your problem,
so I ask again: What are your data and what do you mean by
calculating "the null value from the estimation period"?
-Steve
What are your data
On Oct 7, 2008, at 6:50 PM, Steven Samuels wrote:
> -
> I should add that "sign test" and "generalized sign test" are not
> proper terms for what Mai wants to do. Mai wants to test the
> hypothesis in binomial data that the true proportion P = P0, a
> specified value, against H1: P P0. As I stated, Stata's -bitest-
> is designed to do this. I should have added that -ci- will provide
> a confidence interval for the proportion, which would be a useful
> complement to a p-value.
>
> The sign test is a test for location with continuous, not
> categorical, data; it happens to use the binomial hypothesis test
> for inference. For example, the sign test may be used to test that
> the median of a distribution is equal to a certain value. It
> counts the number of observations which exceed the hypothesized
> median and ignores ties; thus, in contrast to Mai's problem, the
> test sample size may be less than the number of observations. The
> sign test can also test the equality of distributions for paired
> (X,Y) data, by testing the hypothesis that P(X>Y) = 1/2; form Z = X
> - Y and count the number of times Z exceeds 0. This version also
> ignores ties. The sign test is relatively simple to do because of
> the connection to the binomial distribution. However the same
> hypotheses can be tested more powerfully with Wilcoxon's signed
> rank sum test. See: P. Armitage: Statistical Methods in Medical
> Research, Wiley, 1971, pp 395-397.
>
> Different questions: What are Mai's data and how is a null value to
> be "calculated from the estimation period"?
>
> -Steve
>
>
>
> The sign test is a nonparametric test applied to continuous data
> -bitest-
>
> On Oct 7, 2008, at 3:15 PM, mai7777 wrote:
>
>> Hi,
>> Is there a way in Stata to perform a generalized sign test which
>> allows the null hypothesis to be different from 0.5. I am using it
>> for
>> an event study and I would like the null to be calculated from the
>> estimation period rather than a standard 0.5.
>> Thanks
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>
Steven Samuels
845-246-0774
18 Cantine's Island
Saugerties, NY 12477
EFax: 208-498-7441
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
